+15,689.5%
MA vs VALE
+218.8%
+15,470.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.4% |
| 7D | -0.3% | +5.6% | -5.9% | -1.8% |
| 30D | +11.3% | -12.1% | +23.4% | +15.2% |
| 3M | +16.7% | -16.3% | +33.0% | +22.0% |
| 6M | +32.8% | -26.0% | +58.7% | +43.1% |
| YTD | +15.6% | -5.5% | +21.1% | +15.0% |
| 1Y | +19.6% | +6.7% | +12.9% | +14.8% |
| 3Y | +72.1% | +10.2% | +61.9% | +60.4% |
| 5Y | +96.0% | +49.7% | +46.3% | +59.0% |
| 10Y | +554.8% | +222.3% | +332.5% | +282.1% |
| All | +15,689.5% | +218.8% | +15,470.7% | +7,001.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling